+1,815.4%
TSM vs TSEM
+1,283.8%
+531.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.3% |
| 7D | +4.8% | +4.7% | +0.1% | +3.0% |
| 30D | +4.0% | -14.2% | +18.3% | +9.3% |
| 3M | +2.0% | -5.0% | +7.0% | +0.7% |
| 6M | +25.5% | +87.6% | -62.1% | -8.4% |
| YTD | +44.0% | +84.4% | -40.4% | +4.2% |
| 1Y | +75.4% | +235.4% | -160.0% | -1.4% |
| 3Y | +406.7% | +668.0% | -261.2% | +97.7% |
| 5Y | +285.0% | +644.7% | -359.8% | +46.1% |
| 10Y | +1,815.4% | +1,326.7% | +488.7% | +429.0% |
| All | +1,815.4% | +1,283.8% | +531.5% | +429.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling